+54.8%
LUNR vs SSNC
+7.5%
+47.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.3% |
| 7D | +0.5% | -3.9% | +4.4% | +1.6% |
| 30D | -5.3% | -0.2% | -5.1% | -5.5% |
| 3M | -45.6% | +15.9% | -61.5% | -48.7% |
| 6M | -17.4% | +7.5% | -24.8% | -19.7% |
| YTD | -7.9% | -8.2% | +0.3% | -4.9% |
| 1Y | +77.6% | -9.3% | +87.0% | +84.7% |
| 3Y | +247.4% | +48.5% | +199.0% | +242.1% |
| All | +54.8% | +7.5% | +47.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling